Waveform relaxation methods for implicit differential equations (Q1371968)

A Runge-Kutta waveform relaxation method is applied to initial value problems for implicit differential equations. In the phase of application and computational implementation of this method there is the need of the iterative solution of a series of nonlinear systems. For high-order Runge-Kutta methods the linear algebra costs are very large. In this paper a parallel iteration algorithm in the Runge-Kutta waveform relaxation method is used and the convergence of the method is investigated. Numerical illustrations are also included.